Sökning: "max liljesvan"

Hittade 2 uppsatser innehållade orden max liljesvan.

1. 1. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Hampus Ernstsson; Max Börjes Liljesvan; [2021]
   Nyckelord :Black-Litterman model; asset allocation; portfolio optimization; investor views; portfolio management; Black-Litterman model; tillgångsallokering; portföljoptimering; investerarens förväntade avkastningar; portföljförvaltning;

   Sammanfattning : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. LÄS MER

3. 2. Multiples for Valuation Estimates of Life Science Companies in Sweden

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Hampus Ernstsson; Max Börjes Liljesvan; [2019]
   Nyckelord :Market capitalization; valuation multiples; multiple linear regression; Marknadsvärde; värderingsmultiplar; multipel linjär regression.;

   Sammanfattning : Market multiples are a common and simple tool for estimation of corporate value. It can express temporal dynamics and differences in markets, industries and firms. Despite their practical usefulness, some critical problems remains which continue to be debated. LÄS MER